CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0116 |
0.9967 |
-0.0149 |
-1.5% |
0.9972 |
| High |
1.0126 |
1.0037 |
-0.0089 |
-0.9% |
1.0130 |
| Low |
0.9942 |
0.9958 |
0.0016 |
0.2% |
0.9911 |
| Close |
0.9958 |
0.9990 |
0.0032 |
0.3% |
1.0116 |
| Range |
0.0184 |
0.0079 |
-0.0105 |
-57.1% |
0.0219 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
0 |
102,446 |
102,446 |
|
415,178 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0190 |
1.0033 |
|
| R3 |
1.0153 |
1.0111 |
1.0012 |
|
| R2 |
1.0074 |
1.0074 |
1.0004 |
|
| R1 |
1.0032 |
1.0032 |
0.9997 |
1.0053 |
| PP |
0.9995 |
0.9995 |
0.9995 |
1.0006 |
| S1 |
0.9953 |
0.9953 |
0.9983 |
0.9974 |
| S2 |
0.9916 |
0.9916 |
0.9976 |
|
| S3 |
0.9837 |
0.9874 |
0.9968 |
|
| S4 |
0.9758 |
0.9795 |
0.9947 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0632 |
1.0236 |
|
| R3 |
1.0490 |
1.0413 |
1.0176 |
|
| R2 |
1.0271 |
1.0271 |
1.0156 |
|
| R1 |
1.0194 |
1.0194 |
1.0136 |
1.0233 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0072 |
| S1 |
0.9975 |
0.9975 |
1.0096 |
1.0014 |
| S2 |
0.9833 |
0.9833 |
1.0076 |
|
| S3 |
0.9614 |
0.9756 |
1.0056 |
|
| S4 |
0.9395 |
0.9537 |
0.9996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0130 |
0.9930 |
0.0200 |
2.0% |
0.0108 |
1.1% |
30% |
False |
False |
72,083 |
| 10 |
1.0130 |
0.9911 |
0.0219 |
2.2% |
0.0100 |
1.0% |
36% |
False |
False |
78,560 |
| 20 |
1.0156 |
0.9812 |
0.0344 |
3.4% |
0.0100 |
1.0% |
52% |
False |
False |
84,395 |
| 40 |
1.0168 |
0.9736 |
0.0432 |
4.3% |
0.0107 |
1.1% |
59% |
False |
False |
83,561 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0108 |
1.1% |
76% |
False |
False |
69,271 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0113 |
1.1% |
76% |
False |
False |
52,053 |
| 100 |
1.0168 |
0.9360 |
0.0808 |
8.1% |
0.0114 |
1.1% |
78% |
False |
False |
41,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0373 |
|
2.618 |
1.0244 |
|
1.618 |
1.0165 |
|
1.000 |
1.0116 |
|
0.618 |
1.0086 |
|
HIGH |
1.0037 |
|
0.618 |
1.0007 |
|
0.500 |
0.9998 |
|
0.382 |
0.9988 |
|
LOW |
0.9958 |
|
0.618 |
0.9909 |
|
1.000 |
0.9879 |
|
1.618 |
0.9830 |
|
2.618 |
0.9751 |
|
4.250 |
0.9622 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9998 |
1.0036 |
| PP |
0.9995 |
1.0021 |
| S1 |
0.9993 |
1.0005 |
|